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January 25, 2020 16:57
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######################################################## | |
### Pure market making strategy config ### | |
######################################################## | |
template_version: 6 | |
# The following configuations are only required for the | |
# pure market making strategy | |
# Exchange and token parameters | |
maker_market: coinbase_pro | |
maker_market_trading_pair: ZRX-USD | |
# size of each order | |
order_amount: 500.0 | |
# How far away from mid price to place the bid order | |
# Expressed in decimals : 0.01 = 1% away from mid price at that time | |
# Example if mid price is 100 and bid_place threshold is 0.01 | |
# Your bid is placed at 99 | |
bid_place_threshold: 0.0072 | |
# How far away from mid price to place the ask order | |
# Expressed in decimals : 0.01 = 1% away from mid price at that time | |
# Example if mid price is 100 and ask_place threshold is 0.01 | |
# Your bid is placed at 101 | |
ask_place_threshold: 0.0072 | |
# Ox ONLY - Sets the expiration of limit orders. Minimum is 130 seconds. | |
expiration_seconds: 130.0 | |
# Time in seconds before cancelling and rerunning strategy | |
# If tick size is 60, the bot cancels active orders and reruns after a minute | |
cancel_order_wait_time: 300.0 | |
# If you want to have single or multiple bids and asks on each side | |
mode: single | |
# If you have multiple orders number of orders you want to place on one side of the orderbook | |
number_of_orders: 1 | |
# Size of the first bid and ask order for multiple order mode | |
order_start_size: 1.0 | |
# Increment size of consecutive orders after the first order in multiple order mode | |
order_step_size: 0.0 | |
# Spacing between orders in multiple order mode | |
order_interval_percent: 0.01 | |
# Toggle enabling of Inventory skew | |
inventory_skew_enabled: true | |
# Target base asset inventory percentage target to be maintained | |
inventory_target_base_percent: 0.5 | |
# How long to wait before placing the next order in case your order gets filled for single order mode | |
filled_order_replenish_wait_time: 10.0 | |
# Do you want to stop cancellations of orders on the other side when one side is filled | |
enable_order_filled_stop_cancellation: false | |
# Do you want to enable best bid ask jumping mode | |
best_bid_ask_jump_mode: false | |
# If best_bid_ask_jump_mode is True, what is the depth in base currency to be used for finding top bid and ask | |
best_bid_ask_jump_orders_depth: 0.0 | |
# Parameter to enable/disable adding transaction costs to order prices | |
add_transaction_costs: false | |
# If external price source will be used for the mid price, true or false. | |
external_pricing_source: false | |
# The type of external pricing source (exchange/feed/custom_api). | |
external_price_source_type: | |
# An external exchange name (for external exchange pricing source) | |
external_price_source_exchange: | |
# A base asset (for external feed pricing source), e.g. ETH | |
external_price_source_feed_base_asset: | |
# A quote asset (for external feed pricing source), e.g. USD | |
external_price_source_feed_quote_asset: | |
# An external api that returns price (for external custom_api pricing source) | |
external_price_source_custom_api: | |
# For more detailed information, see: | |
# https://docs.hummingbot.io/strategies/pure-market-making/#configuration-parameters |
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